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Shall we take the train or the car?
(. . . route choice on coupled spatial networks)

Richard G. Morris1 and Marc Barthelemy2
1 University
2 Institut

of Warwick, Gibbet Hill Road, Coventry, U. K.

de Physique Théorique, CEA-DSM, Saclay, France.

December 5th, 2013
Aside: subjects I am interested in. . .

FHr L








0.010

Oblate
Prolate

0.005

20

40

60

80

r

-0.005
-0.010

15

10

5

0
0

5

10

15

1


m



=80
=160
=240
=320
=400
=480
=560
=640

0.5

0

-0.5



-1
0

50

100

150

200
z

250

300

350

400
Approaches to complex networks and coupled /
interdependent networks

1. Everyone knows Networks 101, but what about Networks 102 ?
2. Coupled networks are a trendy but ill-defined sub-class of
complex networks.
3. Hard (read: impossible) to characterise a generic type of
behaviour associated to such a broad class of systems i.e.:
3.1 percolation-like.
3.2 cascading sandpile-like.

4. Better to be ‘problem-led’: defining a model in order to answer
specific questions about well defined / motivated systems.
Routing in 2D: fast-but-sparse vs. slow-but-dense

1. Start with generic questions: how robust are current
transport/routing infrastructures?
1.1 Centralised power generation → distributed renewable
generation.
1.2 Bandwidth changes in packet routing (e.g., internet or other
ICT).
1.3 Technology changes in transport systems (e.g., rail/road).

2. Consider specific characterisation of such systems: namely,
when two different modes are available: ‘fast but sparse’
(long-range) networks and ‘slow but dense’ (short-range)
networks.
Time is of the essence

Need two (as yet unspecified) networks that are at the same time
different, but also connected. . . imagine they share some (not all)
nodes.
Consider a (static) route assignment problem, based on travel time.
Use weighted-shortest-paths: for a spatial graph G (V , E ) where
V = {xi } ∀ xi ∈ R2 , 1 ≤ i ≤ n, the weight of undirected edge
(xi , xj ) is given by:
wij = |xi − xj | /v ,
(1)
where v is the ‘speed’ of each network (i.e., weights ∝ time).
Topology: a planar subdivision

Take each network to be a Delaunay triangulation DT (V ):

. . . where V = {Xi } such that the Xi are i.i.d random variables in
R2 , distributed uniformly within a disk of radius r .
Connecting the two networks

. . . construct the two triangulations DT (1) and DT (2) such that
V (2) ⊆ V (1) (. . . where β = |V (2) |/|V (1) | ≤ 1):
13

19
20

13

21

13

19
20

20

23

21
23

25
22

25

26
16

8

22
26
16

8

14

14

24

15
9

24

15

17

10

0

12
17
10

0

12
17

6

24
4

9

6
4

1

11

1

4

11

1

5

5

7

5

7

2
18

2
18
3
30
3
30
28

29

3
27

28

29

27

29

DT (1)

DT (2)

1

1

V = V (1) ,
E = E (1) ∪ E (2) .
1

7
Sources and sinks
. . . sources and sinks are now characterised by an
’origin-destination’ matrix Tij (of size |V (1) |2 ).
13

13

19

19

20

20

21

21
23

25

23

22
26
16

0

12
17

14

9

8

6
4

10

0

12
17

24

15

14

24

15
9

1

6
4

11

5

25
22

26
16

8

10

1
11

7

5

2

2

18

18

3
30
28

29

3
27

30
28

29

27

x ∗:

Start with a (directed) star-graph centred on
E = {(xi , x ∗ )} ∀ xi = x ∗ and rewire using the following
algorithm:
for each e ∈ E :
1

1

with probability p:
replace (xi , x ∗ ) with (xi , yi ),
where yi is chosen uniformly at random from V = V (1) .

7
System characterisation: coupling
. . . the ’coupling’ is now a consequence of system parameters:
p,
α = v (1) /v (2) ,
β = n(2) /n(1) ,
where α, β ≤ 1.
Define:
λ=

Tij
i=j

coupled
σij
,
σij

(2)

where σij is the total number of weighted shortest paths between
coupled
xi and xj , and σij
is the number of weighted shortest paths
that use both networks.
[Note: T is normalised, i.e.,

ij

Tij = 1.]
System characterisation: efficiency & utility
Average route distance:
τ=
¯

Tij wij .

(3)

i=j

Gini coefficient of betweeness-centrality:
b (e) =

Tij
i=j

1
G= ¯ 2
2b|E |

σij (e)
σij

|b(p) − b(q)|.
p,q∈E

(4)

(5)
Results
. . . represents an average over the ensemble defined by values of
α, β and p.
Fix β and systematically vary α and p.
3.0

0.90
0.85
G

Τ

2.5
2.0

p
p
p
p
p

0.80
0.75

1.5

0.70
1.0
0.2

0.4

0.6
Λ

0.8

0.2 0.4 0.6 0.8 1.0
Λ

0.0
0.2
0.4
0.6
0.8
Results: Gini-coefficient at low p
Heatmap of normalised betweeness-centrality: 1

0

almost monocentric origin-destination matrix.

0.90
G

0.85
0.80
0.75
0.70

α = 0.9

α = 0.1

Gini-coefficient unchanged by increased coupling.

0.2 0.4 0.6 0.8 1.0
Λ
Results: Gini-coefficient at high p
Heatmap of normalised betweeness-centrality: 1

0

almost random origin-destination matrix.

0.90
G

0.85
0.80
0.75
0.70

α = 0.9

α = 0.1

Gini-coefficient increased by increased coupling.

0.2 0.4 0.6 0.8 1.0
Λ
Results: system utility

Define system utility as F = τ + µ G .
¯
. . . where λ∗ is defined such that F (λ∗ ) is minima.
p 0.0
p 0.8

Τ

11.0
10.5

Λ

ΜG

11.5

F

12.0

10.0
0.2 0.4 0.6 0.8 1.0
Λ

1.6
1.4
1.2
1.0
0.8
0.6
p
0.4
0.0 0.2 0.4 0.6 0.8 1.0
p
Wrap-up
Summary
Simple toy model—analysed by simulation—exhibiting
unexpected behaviour.
Two regimes emerge p > p ∗ and p ≤ p ∗ : Optimisation of the
system relies on the routing behaviour.
Outlook
Interacting or coupled networks play a prominent role in
modern life.
Understanding and classifying the behaviour of such systems
is important.
Familiarity with statistics and quantitative analysis is
important but ’off-the-shelf’ physics models are often
unhelpful.
R. G. Morris and M. Barthelemy, Phys. Rev. Lett. 109 (2012)

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Transport and routing on coupled spatial networks

  • 1. Shall we take the train or the car? (. . . route choice on coupled spatial networks) Richard G. Morris1 and Marc Barthelemy2 1 University 2 Institut of Warwick, Gibbet Hill Road, Coventry, U. K. de Physique Théorique, CEA-DSM, Saclay, France. December 5th, 2013
  • 2. Aside: subjects I am interested in. . . FHr L      0.010 Oblate Prolate 0.005 20 40 60 80 r -0.005 -0.010 15 10 5 0 0 5 10 15 1  m  =80 =160 =240 =320 =400 =480 =560 =640 0.5 0 -0.5  -1 0 50 100 150 200 z 250 300 350 400
  • 3. Approaches to complex networks and coupled / interdependent networks 1. Everyone knows Networks 101, but what about Networks 102 ? 2. Coupled networks are a trendy but ill-defined sub-class of complex networks. 3. Hard (read: impossible) to characterise a generic type of behaviour associated to such a broad class of systems i.e.: 3.1 percolation-like. 3.2 cascading sandpile-like. 4. Better to be ‘problem-led’: defining a model in order to answer specific questions about well defined / motivated systems.
  • 4. Routing in 2D: fast-but-sparse vs. slow-but-dense 1. Start with generic questions: how robust are current transport/routing infrastructures? 1.1 Centralised power generation → distributed renewable generation. 1.2 Bandwidth changes in packet routing (e.g., internet or other ICT). 1.3 Technology changes in transport systems (e.g., rail/road). 2. Consider specific characterisation of such systems: namely, when two different modes are available: ‘fast but sparse’ (long-range) networks and ‘slow but dense’ (short-range) networks.
  • 5. Time is of the essence Need two (as yet unspecified) networks that are at the same time different, but also connected. . . imagine they share some (not all) nodes. Consider a (static) route assignment problem, based on travel time. Use weighted-shortest-paths: for a spatial graph G (V , E ) where V = {xi } ∀ xi ∈ R2 , 1 ≤ i ≤ n, the weight of undirected edge (xi , xj ) is given by: wij = |xi − xj | /v , (1) where v is the ‘speed’ of each network (i.e., weights ∝ time).
  • 6. Topology: a planar subdivision Take each network to be a Delaunay triangulation DT (V ): . . . where V = {Xi } such that the Xi are i.i.d random variables in R2 , distributed uniformly within a disk of radius r .
  • 7. Connecting the two networks . . . construct the two triangulations DT (1) and DT (2) such that V (2) ⊆ V (1) (. . . where β = |V (2) |/|V (1) | ≤ 1): 13 19 20 13 21 13 19 20 20 23 21 23 25 22 25 26 16 8 22 26 16 8 14 14 24 15 9 24 15 17 10 0 12 17 10 0 12 17 6 24 4 9 6 4 1 11 1 4 11 1 5 5 7 5 7 2 18 2 18 3 30 3 30 28 29 3 27 28 29 27 29 DT (1) DT (2) 1 1 V = V (1) , E = E (1) ∪ E (2) . 1 7
  • 8. Sources and sinks . . . sources and sinks are now characterised by an ’origin-destination’ matrix Tij (of size |V (1) |2 ). 13 13 19 19 20 20 21 21 23 25 23 22 26 16 0 12 17 14 9 8 6 4 10 0 12 17 24 15 14 24 15 9 1 6 4 11 5 25 22 26 16 8 10 1 11 7 5 2 2 18 18 3 30 28 29 3 27 30 28 29 27 x ∗: Start with a (directed) star-graph centred on E = {(xi , x ∗ )} ∀ xi = x ∗ and rewire using the following algorithm: for each e ∈ E : 1 1 with probability p: replace (xi , x ∗ ) with (xi , yi ), where yi is chosen uniformly at random from V = V (1) . 7
  • 9. System characterisation: coupling . . . the ’coupling’ is now a consequence of system parameters: p, α = v (1) /v (2) , β = n(2) /n(1) , where α, β ≤ 1. Define: λ= Tij i=j coupled σij , σij (2) where σij is the total number of weighted shortest paths between coupled xi and xj , and σij is the number of weighted shortest paths that use both networks. [Note: T is normalised, i.e., ij Tij = 1.]
  • 10. System characterisation: efficiency & utility Average route distance: τ= ¯ Tij wij . (3) i=j Gini coefficient of betweeness-centrality: b (e) = Tij i=j 1 G= ¯ 2 2b|E | σij (e) σij |b(p) − b(q)|. p,q∈E (4) (5)
  • 11. Results . . . represents an average over the ensemble defined by values of α, β and p. Fix β and systematically vary α and p. 3.0 0.90 0.85 G Τ 2.5 2.0 p p p p p 0.80 0.75 1.5 0.70 1.0 0.2 0.4 0.6 Λ 0.8 0.2 0.4 0.6 0.8 1.0 Λ 0.0 0.2 0.4 0.6 0.8
  • 12. Results: Gini-coefficient at low p Heatmap of normalised betweeness-centrality: 1 0 almost monocentric origin-destination matrix. 0.90 G 0.85 0.80 0.75 0.70 α = 0.9 α = 0.1 Gini-coefficient unchanged by increased coupling. 0.2 0.4 0.6 0.8 1.0 Λ
  • 13. Results: Gini-coefficient at high p Heatmap of normalised betweeness-centrality: 1 0 almost random origin-destination matrix. 0.90 G 0.85 0.80 0.75 0.70 α = 0.9 α = 0.1 Gini-coefficient increased by increased coupling. 0.2 0.4 0.6 0.8 1.0 Λ
  • 14. Results: system utility Define system utility as F = τ + µ G . ¯ . . . where λ∗ is defined such that F (λ∗ ) is minima. p 0.0 p 0.8 Τ 11.0 10.5 Λ ΜG 11.5 F 12.0 10.0 0.2 0.4 0.6 0.8 1.0 Λ 1.6 1.4 1.2 1.0 0.8 0.6 p 0.4 0.0 0.2 0.4 0.6 0.8 1.0 p
  • 15. Wrap-up Summary Simple toy model—analysed by simulation—exhibiting unexpected behaviour. Two regimes emerge p > p ∗ and p ≤ p ∗ : Optimisation of the system relies on the routing behaviour. Outlook Interacting or coupled networks play a prominent role in modern life. Understanding and classifying the behaviour of such systems is important. Familiarity with statistics and quantitative analysis is important but ’off-the-shelf’ physics models are often unhelpful. R. G. Morris and M. Barthelemy, Phys. Rev. Lett. 109 (2012)